Cauchy distribution is a symmetric density which equals the t distribution with one degree of freedom. The expectation and variance of the cauchy distribution do not exist. See https://en.wikipedia.org/wiki/Cauchy_distribution
Questions tagged [cauchy-distribution]
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What is the distribution of sample means of a Cauchy distribution?
Typically when one takes random sample averages of a distribution (with sample size greater than 30) one obtains a normal distribution centering around the mean value. However, I heard that the Cauchy distribution has no mean value. What…
